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International Flavors & Fragrances Inc IFF

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-22T22:45:43.382Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.003510431Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:45:41.913167+00:00

Share price$93.83
1D+3.0%
AH$90.56$91.44$92.32$93.19$94.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIFF
Sold putSold callAH

International Flavors & Fragrances Inc options

Live interpolated IFF call and put midpoint premiums by absolute delta.International Flavors & Fragrances Inc$0.72$3.55$6.38$9.22$12.05$79.10$85.63$92.15$98.68$105.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IFF spot · $93.83IFF PRICE$1.03$1.37$1.72$2.15$2.54$2.82$3.24$3.81$4.36$4.77$5.17$6.63$8.31$1.65$1.60$2.00$2.47$2.97$3.64$4.37$5.01$5.61$6.56$7.68$9.46$11.23
PutsExpensive1.80×
CallsExpensive1.32×
SkewBearish+5.32 pp
Implied moveBearish±$7.61
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.9034.5%10.8%84.0252.2%12.2%
25Δ101.3235.3%9.4%87.9938.3%7.9%
30Δ99.7735.9%8.2%89.5237.4%6.7%
35Δ98.4436.2%7.2%90.8837.1%5.8%
40Δ97.0935.7%6.2%92.1636.9%4.9%
45Δ95.7333.3%5.0%93.4337.5%4.3%
50Δ94.5032.2%4.2%94.6938.5%3.7%
55Δ93.4232.5%3.6%95.9137.8%3.1%
60Δ92.3632.5%3.1%97.1236.6%2.5%
65Δ91.4430.8%2.5%98.5336.7%2.0%
70Δ90.5129.0%2.0%100.0437.4%1.6%
75Δ88.8032.4%1.7%102.1538.7%1.2%
80Δ86.9335.6%1.5%104.2639.9%0.9%

20Δ

Calls
Pseudo strike
102.90
IV
34.5%
B/E move
10.8%
Puts
Pseudo strike
84.02
IV
52.2%
B/E move
12.2%

25Δ

Calls
Pseudo strike
101.32
IV
35.3%
B/E move
9.4%
Puts
Pseudo strike
87.99
IV
38.3%
B/E move
7.9%

30Δ

Calls
Pseudo strike
99.77
IV
35.9%
B/E move
8.2%
Puts
Pseudo strike
89.52
IV
37.4%
B/E move
6.7%

35Δ

Calls
Pseudo strike
98.44
IV
36.2%
B/E move
7.2%
Puts
Pseudo strike
90.88
IV
37.1%
B/E move
5.8%

40Δ

Calls
Pseudo strike
97.09
IV
35.7%
B/E move
6.2%
Puts
Pseudo strike
92.16
IV
36.9%
B/E move
4.9%

45Δ

Calls
Pseudo strike
95.73
IV
33.3%
B/E move
5.0%
Puts
Pseudo strike
93.43
IV
37.5%
B/E move
4.3%

50Δ

Calls
Pseudo strike
94.50
IV
32.2%
B/E move
4.2%
Puts
Pseudo strike
94.69
IV
38.5%
B/E move
3.7%

55Δ

Calls
Pseudo strike
93.42
IV
32.5%
B/E move
3.6%
Puts
Pseudo strike
95.91
IV
37.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
92.36
IV
32.5%
B/E move
3.1%
Puts
Pseudo strike
97.12
IV
36.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
91.44
IV
30.8%
B/E move
2.5%
Puts
Pseudo strike
98.53
IV
36.7%
B/E move
2.0%

70Δ

Calls
Pseudo strike
90.51
IV
29.0%
B/E move
2.0%
Puts
Pseudo strike
100.04
IV
37.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
88.80
IV
32.4%
B/E move
1.7%
Puts
Pseudo strike
102.15
IV
38.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
86.93
IV
35.6%
B/E move
1.5%
Puts
Pseudo strike
104.26
IV
39.9%
B/E move
0.9%

Options history

No recorded observations